Hi everyone, I'm looking for some help as I write my first strategy in Jesse and to make sure I'm understanding how things are operating.
If I'm trading the hourly bars and submit a stop order to buy, catching an up trend - I'd like to cancel the order if the price drops below a certain level before reaching my higher order price. This seems to be a conditional cancel option not supported in the order parameters. Is it possible to add a condition such as this to the order?
For now it looks like I can use the minute bars as extra candles to check the price and update the order in should_cancel, right? Although this may not give me a 100% accurate picture of my strategy when its live.
When it comes to live trading I am wondering how much will change as far as there being a way to check the live price and make adjustments without waiting for a whole candle's worth of time to go by?
Thanks for the help and thanks for creating and sharing this framework! I'm really enjoying finding my way around it so far.